+29.5%
XLB vs SGI
-10.7%
+40.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.9% |
| 7D | +3.9% | +12.1% | -8.1% | +1.2% |
| 30D | +8.9% | +12.1% | -3.2% | +5.9% |
| 3M | +4.1% | +0.4% | +3.7% | +3.6% |
| 6M | +7.3% | -4.0% | +11.3% | +7.3% |
| YTD | +20.4% | -21.2% | +41.6% | +24.7% |
| 1Y | +29.5% | -12.1% | +41.6% | +33.4% |
| All | +29.5% | -10.7% | +40.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling